The algorithm behind the semi-continuous variable

Answered

Mojtaba Jabbari Ghadi

• February 08, 2022 03:16
• Edited

Gurobi can assign a variable as semi-continuous. What is the algorithm behind this assignment? Is Gurobi using the same method of Big M and a binary variable to model a semi-continuous variable? In such a situation, the problem of significant execution time remains the same for a problem with many semi-continuous variables since there is the same number of binary variables.

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  Jaromił Najman

  Gurobi Staff

  • February 09, 2022 14:39

  In presolve, Gurobi handles semi-continuous variables as special objects to exploit possible structure or special cases. During the rest of the optimization, Gurobi models semi-continuous variable with help of binaries, as described in this blog on Semi-continuous variables.

  Best regards, 
  Jaromił

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